Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 18.695170 21.304623 24.110943 27.349039 30.977826 34.914468 39.503831
2025-02-02 15.092750 18.694267 22.860631 28.018841 34.214455 41.396551 50.331669
2025-02-09 12.881861 16.842143 21.643988 27.861805 35.663445 45.088576 57.293485
2025-02-16 11.078544 15.207943 20.430396 27.468254 36.645537 48.140478 63.552753
2025-02-23 9.893467 14.166819 19.771328 27.586560 38.116499 51.713931 70.485005
2025-03-02 8.992912 13.383311 19.334701 27.893773 39.769618 55.527760 77.852268
2025-03-09 8.162799 12.594181 18.788990 27.956685 41.025916 58.805131 84.594745
2025-03-16 7.353644 11.744659 18.066088 27.678635 41.736526 61.313468 90.344638
2025-03-23 6.801116 11.214856 17.743371 27.920973 43.155967 64.827543 97.612663
2025-03-30 6.474036 10.993365 17.845760 28.773225 45.479824 69.704831 107.016636
2025-04-06 5.917988 10.356873 17.260356 28.526853 46.125192 72.142947 112.947554
2025-04-13 5.172094 9.343024 16.004580 27.141550 44.929070 71.758844 114.628190
2025-04-20 4.921752 9.141914 16.040905 27.819850 46.999704 76.435256 124.229292
2025-04-27 4.696787 8.964326 16.100559 28.535157 49.163496 81.353717 134.430632
2025-05-04 4.331684 8.504910 15.649552 28.363814 49.865083 83.996177 141.166437
2025-05-11 3.964321 8.007066 15.092482 27.967676 50.158298 85.981847 146.921765
2025-05-18 3.715195 7.704283 14.849464 28.086639 51.303477 89.367500 155.041304
2025-05-25 3.516812 7.479244 14.725641 28.399347 52.782385 93.346251 164.272078
2025-06-01 3.299143 7.196799 14.474891 28.463148 53.822238 96.626113 172.463351
2025-06-08 3.053566 6.836345 14.051653 28.180569 54.226187 98.836866 178.932588
2025-06-15 2.895812 6.639884 13.921923 28.426881 55.575678 102.697825 188.327227
2025-06-22 2.823321 6.614286 14.117609 29.293148 58.085058 108.653106 201.530940
2025-06-29 2.627619 6.309297 13.743436 29.042728 58.520181 110.989789 208.530410